A captive is something that has been captured and can’t escape, like a prisoner of war or a panda in a zoo.
To be captured on the battlefield, and held captive is not so great, but captive doesn’t always describe things that are completely bad, like its synonym, hostage. If you fall in love you might say your heart is being held captive. Ideas that entrance you could be called captivating. Sometimes endangered animals are brought into captivity in order to breed larger populations, and then released into the wild.